/// <summary>
/// Overrided method to tab only in a DataGridComboBox column.
/// </summary>
/// <param name="msg">A Message, passed by reference, that represents the window message to process.</param>
/// <param name="keyData">One of the Keys values that represents the key to process.</param>
/// <returns>True if the character was processed by the control. Otherwise, False.</returns>
protected override bool ProcessCmdKey(ref Message msg, Keys keyData)
{
    bool TabIsPressed = ((keyData == Keys.Tab) || (keyData == (Keys.Shift | Keys.Tab))); // Checks if Tab or Shift/Tab is pressed.
    Control CurrentControl = this.ActiveControl; // Gets the currently focused control.
    bool IsDataGridViewControl = (CurrentControl.GetType() == typeof(DataGridView)); // Checks if the currently focused control is a DataGridView control.
    bool IsComboBoxEditingControl = (CurrentControl.GetType() == typeof(DataGridViewComboBoxEditingControl)); // Checks if the currently focused control is a DataGridViewComboBoxEditingControl control.
    bool DataGridViewIsValid = (IsDataGridViewControl && dataGridViewDMSSettings.Rows.Count > -1); // Checks if a DataGridView control is focused is not empty.
    if
    (
        TabIsPressed // If a Tab key is pressed.
        && (
            DataGridViewIsValid // And a DataGridView is focused and valid.
            || IsComboBoxEditingControl // Or a DataGridViewComboBoxEditingControl is focused.
        )
    )
    {
        int CurrentRowIndex = dataGridViewDMSSettings.CurrentCell.RowIndex; // Gets the current rows index.
        int LastRowIndex = dataGridViewDMSSettings.RowCount - 1; // Gets the last rows index.
        if (IsComboBoxEditingControl) // If a DataGridViewComboBoxEditingControl is focused.
        {
            ((DataGridViewComboBoxEditingControl)CurrentControl).EditingControlDataGridView.EndEdit(); // Ends the editing mode for the control.
        }
        int NextRowIndex = CurrentRowIndex; // Creates a variable for the next rows index.
        switch (keyData) // Switches through the pressed keys.
        {
            case (Keys.Tab): // If the Tab key is pressed.
                if (IsComboBoxEditingControl) // If a DataGridViewComboBoxEditingControl is focused.
                {
                    NextRowIndex++; // Sets the next row index to the next row.
                    if (NextRowIndex > LastRowIndex) // If next row index is greater than the last row index.
                    {
                        NextRowIndex = 0; // Focuses the first row. (Alternatively call "base.ProcessCmdKey(ref msg, keyData)" to exit the DataGridView)
                    }
                }
                break;
            case (Keys.Shift | Keys.Tab): // If Shift and Tab key is pressed.
                NextRowIndex--; // Sets the next row index to the previous row.
                if (NextRowIndex < 0) // If previous row index is smaller than the first row index.
                {
                    NextRowIndex = LastRowIndex; // Focuses the last row. (Alternatively call "base.ProcessCmdKey(ref msg, keyData)" to exit the DataGridView)
                }
                break;
        }
        dataGridViewDMSSettings.CurrentCell = dataGridViewDMSSettings.Rows[NextRowIndex].Cells["DMSIndex"]; // Sets the focus on the next DataGridViewComboBox.
        this.Refresh(); // Rerenders the current form.
        return true; // Returns true to the caller.
    }
    else // If another key (Not a Tab key) is pressed or the currently focused control is not a DataGridView or DataGridViewComboBoxEditing control.
    {
        return base.ProcessCmdKey(ref msg, keyData); // Performs the standard ProcessCmdKey method.
    }
}

this.Refresh();